← all repositories

ICT-FinD-Lab/alphagen

A quantitative trading system that generates formulaic stock alpha factors using reinforcement learning and LLM-based iterative optimization.

alphagen
Velocity · 7d
+0.8
★ / day
Trend
steady
star history

AlphaGen applies reinforcement learning and symbolic regression to automatically generate predictive stock factors (alphas) for quantitative trading strategies. The system includes a dedicated alphagen_llm module that integrates LLM clients to assist in iterative alpha factor generation using prompts. The core approach trains an RL agent to search the space of mathematical expressions that predict stock returns.

heatdrop uses Google Analytics to see which pages get read — nothing else. Your call. How we handle data.